+233.0%
GM vs AMT
+103.9%
+129.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.2% |
| 7D | -1.1% | -2.7% | +1.6% | -0.3% |
| 30D | -3.4% | +2.0% | -5.4% | -4.0% |
| 3M | +8.7% | -9.3% | +18.0% | +11.4% |
| 6M | +15.4% | -5.2% | +20.7% | +16.5% |
| YTD | +6.6% | +0.5% | +6.1% | +5.4% |
| 1Y | +51.5% | -7.3% | +58.8% | +53.2% |
| 3Y | +169.3% | +6.2% | +163.1% | +151.4% |
| 5Y | +81.6% | -31.2% | +112.7% | +93.8% |
| All | +233.0% | +103.9% | +129.1% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling